Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/29026
標題: 銀行分支機構技術效率與生產力變動之研究:以國內某銀行為例
The Study on Technical Efficiency and Productivity Change of Bank Branch:A Case of Domestic Bank
作者: 朱惠美
Ju, Hwei-Mei
關鍵字: 資料包絡分析法
Data Envelopment Analysis
Malmquist生產力指數
生產力
效率
Malmquist Index
Productivity
Efficiency
出版社: 應用經濟學系所
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摘要: 銀行業經營績效之良窳對整個社會穩定與國家總體經濟展望有極深遠的影響,每家銀行經營成效,視所屬各分行經營效率而定,因之,各銀行管理階層為提昇整體經營績效以提升競爭力,對於分行經營效率的考核十分重視。 本研究應用資料包絡分析法(Data Envelopment Analysis,DEA),針對國內某銀行2010年至2012年3個年度所屬144家分行之營運資料,衡量各分行的經營效率,並輔以動態模型 Malmquist 生產力指數,衡量各評估單位在不同時期的生產力變動情形,並將其分解成效率變動及技術效率變動,以探討生產力變動的原因;另對效率及生產力分別作簡單的Tobit迴歸分析,探討影響效率及生產力的外在因素。 結果顯示:(一)2010~2012年,在144個受評單位中,3年平均效率值相對有效率者僅29家分行,比率為20.37%,相對缺乏效率者共115家分行,比率高達79.63%。(二)在分行的生產力指數變動分析方面,在2010至2011年總要素生產力指數變動呈現成長的情況,其中主要原因來自於效率成長;到了2011至2012年發現總要素生產力指數變動呈現衰退,主要原因來自於技術效率衰退。(三) 在迴歸分析上,外匯承作金額、財富管理及利息收入與技術效率、純粹技術效率、規模效率及生產力指數均為正相關,逾放比則和效率及生產力成負相關。
The business performance of the banking industry has profound impact to the stability of the society and the prospect of the nation’s macroeconomic. Every bank’s business performance depends on each of its branch’s operating efficiency; hence, for enhancing the overall business performance to increase the competitiveness, all banks’ management levels attach great importance to the evaluation of branch operating efficiency. This study applies the Data Envelopment Analysis (DEA) in the evaluation of branch operating efficiency for 144 branches of a certain domestic bank across 3 years from 2010 to 2012. The analysis is assisted with the dynamic model Malmquist Index to evaluate the variation of the index under different time frames and to break it down into efficiency variation and technical efficiency variation for the study of the causes of productivity variations. In addition, simple Tobit regression analysis is conducted respectively to efficiency and productivity for the study of external factors affecting efficiency and productivity. The result indicates (1) from 2010 to 2012, within the 144 evaluated units’ 3-years average efficiency ratings, only 29 branches are relatively efficient with a ratio of 20.37%; 115 branches are relatively inefficient with a ratio of 79.63%; (2) for branch productivity index variation analysis, the variation of the total factor productivity index shows growth from 2010 to 2011 and within which the main drive stems from the efficiency growth; and from 2011 to 2012, the variation of the total factor productivity index turns out to have declined and within which the main drive stems from the decline of the technical efficiency; (3) in the regression analysis, the foreign exchange undertaking amount, wealth management, interest income, technical efficiency, pure technical efficiency, scale efficiency, and productivity index are all positive correlated and the overdue loan ratio, on the other hand, is negatively correlated to efficiency and productivity.
URI: http://hdl.handle.net/11455/29026
其他識別: U0005-1608201323274000
文章連結: http://www.airitilibrary.com/Publication/alDetailedMesh1?DocID=U0005-1608201323274000
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